Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
DOI10.1080/01966324.2005.10737651zbMath1151.62338OpenAlexW2088979904WikidataQ58244489 ScholiaQ58244489MaRDI QIDQ3520977
Hirokazu Yanagihara, Yasunori Fujikoshi, Hirofumi Wakaki
Publication date: 26 August 2008
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.2005.10737651
bootstrapasymptotic expansionAICBICmodel misspecificationmultivariate linear regression modelnonnormalityMallows' \(C_p\)selection of variablesTIC
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Related Items (9)
Cites Work
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